The Finite Element Method is a well-studied and well-understood method of solving partial differential equations. It's applicability to financial models formulated as PDEs is demonstrated. It's advantage concerning the computation of accurate "Greeks" is delineated. This is demonstrated with...

The thesis provides an algorithmic approach to the scheduling problem for call centre agents. It shows that this problem is NP-complete and even inapproximable. A broad statistical analysis of call data from a call centre is contained, too.